(1) Background: Apolipoprotein E(ApoE) plays a critical role in lipid transport. The specific allele of APOE being expressed is associated with the development of coronary heart disease (CHD), however the specific mechanisms by which ApoE drives disease are unclear. In this study, we investigated the relationship between APOE allele, lipoprotein metabolome, and CHD severity to provide evidence for the efficacy of clinical cholesterol-lowering therapy; (2) Methods: Blood samples were collected from 360 patients with CHD that were actively being treated with statins. The lipoprotein profile, including particle numbers, particle size, and lipoprotein composition concentrates, was measured by nuclear magnetic resonance (NMR) spectroscopy. The severity of CHD was determined by quantifying coronary angiography results using the Gensini scoring system; (3) Results: We found there was no significant difference in low-density lipoprotein cholesterol (LDL-C) levels among ε2+ (ε2 allele carriers, consisting of ε2/ε2 and ε2/ε3 genotypes), ε3 (consisting of ε3/ε3 and ε2/ε4 genotypes), and ε4+ (ε4 allele carriers, consisting of ε3/ε4 and ε4/ε4 genotypes) participants receiving statin treatment. Compared with the ε3 group, patients with the ε2+ genotype showed lower concentrations of total low-density lipoprotein (LDL), small-LDL, and middle-LDL particles, as well as a larger LDL size, higher very low-density lipoprotein (VLDL) composition concentrates, and higher intermediate density lipoprotein (IDL) composition concentrates. The ε4+ group showed higher concentrations of total LDL, small LDL particles, and LDL compositions with smaller LDL size. The higher level of small LDL concentration was associated with a high Gensini score (B = 0.058, p = 0.024). Compared with the ε3 group, the risk of increased branch lesions in the ε2+ group was lower (OR = 0.416, p = 0.027); (4) Conclusions: The specific allele of APOE being expressed can affect the severity of CHD by altering components of the lipoprotein profile, such as the concentration of small LDL and LDL size.